Arbeitspapier

FFT based option pricing

Language
Englisch

Bibliographic citation
Series: SFB 649 Discussion Paper ; No. 2005-011

Classification
Wirtschaft
Asset Pricing; Trading Volume; Bond Interest Rates
Subject
Optionspreistheorie
Analysis
Theorie

Event
Geistige Schöpfung
(who)
Borak, Szymon
Detlefsen, Kai
Härdle, Wolfgang Karl
Event
Veröffentlichung
(who)
Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk
(where)
Berlin
(when)
2005

Handle
Last update
10.03.2025, 11:42 AM CET

Data provider

This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.

Object type

  • Arbeitspapier

Associated

  • Borak, Szymon
  • Detlefsen, Kai
  • Härdle, Wolfgang Karl
  • Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk

Time of origin

  • 2005

Other Objects (12)